+61.0%
BMY vs CTSH
+21.4%
+39.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -6.4% | -9.8% | +3.4% | -4.1% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +16.0% | +13.2% | +2.7% | +11.9% |
| 6M | +8.3% | -6.2% | +14.5% | +9.0% |
| YTD | +22.2% | -28.5% | +50.6% | +31.0% |
| 1Y | +41.7% | -13.8% | +55.5% | +44.6% |
| 3Y | +20.7% | -13.7% | +34.4% | +22.2% |
| 5Y | +23.9% | -16.7% | +40.6% | +24.0% |
| All | +61.0% | +21.4% | +39.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling